1

Quasi-Monte Carlo methods for Choquet integrals

Year:
2015
Language:
english
File:
PDF, 436 KB
english, 2015
2

Efficient hedging with coherent risk measure

Year:
2004
Language:
english
File:
PDF, 185 KB
english, 2004
3

On quadratic approximations for Hamilton–Jacobi–Bellman equations

Year:
2016
Language:
english
File:
PDF, 811 KB
english, 2016
5

Minimization of shortfall risk in a jump-diffusion model

Year:
2004
Language:
english
File:
PDF, 227 KB
english, 2004
7

Optimal Long-Term Investment Model with Memory

Year:
2007
Language:
english
File:
PDF, 328 KB
english, 2007
11

Mean-risk optimization for index tracking

Year:
2006
Language:
english
File:
PDF, 238 KB
english, 2006
12

Binary market models with memory

Year:
2007
Language:
english
File:
PDF, 185 KB
english, 2007
13

Convergence of meshfree collocation methods for fully nonlinear parabolic equations

Year:
2017
Language:
english
File:
PDF, 683 KB
english, 2017